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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+26.28%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$944M
AUM Growth
-$610M
Cap. Flow
-$766M
Cap. Flow %
-81.17%
Top 10 Hldgs %
7.98%
Holding
1,674
New
525
Increased
114
Reduced
335
Closed
700

Top Buys

Rank Stock Value
1
COP icon
ConocoPhillips
COP
+$7.61M
2
UBER icon
Uber
UBER
+$6.87M
3
ABT icon
Abbott
ABT
+$6.56M
4
MU icon
Micron Technology
MU
+$6.33M
5
LRCX icon
Lam Research
LRCX
+$6.12M

Top Sells

Rank Stock Value
1
NIO icon
NIO
NIO
+$11.4M
2
ROKU icon
Roku
ROKU
+$10.8M
3
CVNA icon
Carvana
CVNA
+$10.1M
4
AZO icon
AutoZone
AZO
+$9.33M
5
INTU icon
Intuit
INTU
+$9.12M

Sector Composition

Rank Sector Weight
1 Technology 21.9%
2 Healthcare 16.56%
3 Consumer Discretionary 13.29%
4 Industrials 11.86%
5 Financials 10.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CABO icon
1051
Cable One
CABO
$120M
– –
-370
Closed -$698K
CADE
1052
DELISTED
Cadence Bank
CADE
– –
-26,503
Closed -$514K
CALM icon
1053
Cal-Maine
CALM
$3.42B
– –
-28,067
Closed -$1.08M
CARE icon
1054
Carter Bankshares
CARE
$727M
– –
-39,539
Closed -$263K
CARG icon
1055
CarGurus
CARG
$2.89B
– –
-54,095
Closed -$1.17M
CASH icon
1056
Pathward Financial
CASH
$1.64B
– –
-16,901
Closed -$325K
CATY icon
1057
Cathay General Bancorp
CATY
$4.09B
– –
-12,918
Closed -$280K
CBOE icon
1058
Cboe Global Markets
CBOE
$30.5B
– –
-11,662
Closed -$1.02M
CCOI icon
1059
Cogent Communications
CCOI
$478M
– –
-6,435
Closed -$386K
CCS icon
1060
Century Communities
CCS
$1.77B
– –
-7,935
Closed -$336K
CDNS icon
1061
Cadence Design Systems
CDNS
$78.4B
– –
-43,961
Closed -$4.69M
CDNA icon
1062
CareDx
CDNA
$2.59B
– –
-30,957
Closed -$1.18M
CERS icon
1063
Cerus
CERS
$506M
– –
-62,588
Closed -$392K
CFFN icon
1064
Capitol Federal Financial
CFFN
$1.08B
– –
-15,193
Closed -$141K
CGNX icon
1065
Cognex
CGNX
$10.4B
– –
-16,653
Closed -$1.08M
CHDN icon
1066
Churchill Downs
CHDN
$5.86B
– –
-19,552
Closed -$1.6M
CHE icon
1067
Chemed
CHE
$6.78B
– –
-1,795
Closed -$862K
CHH icon
1068
Choice Hotels
CHH
$4.48B
– –
-10,776
Closed -$926K
CI icon
1069
Cigna
CI
$73.5B
– –
-2,285
Closed -$387K
CIEN icon
1070
Ciena
CIEN
$47.9B
– –
-34,126
Closed -$1.35M
CINF icon
1071
Cincinnati Financial
CINF
$26B
– –
-2,866
Closed -$223K
CLB icon
1072
Core Laboratories
CLB
$579M
– –
-11,980
Closed -$183K
CLBK icon
1073
Columbia Financial
CLBK
$1.19B
– –
-22,101
Closed -$245K
CLH icon
1074
Clean Harbors
CLH
$16.7B
– –
-7,980
Closed -$447K
CLX icon
1075
Clorox
CLX
$10.8B
– –
-9,712
Closed -$2.04M
41 42
43
44 45

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AT
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FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
Driehaus Capital Management Chicago, Illinois $17.3B AUM 211.34% 1-Year Est. Return

Trexquant Investment's Q4 2020 Portfolio in Review

As of Q4 2020, Trexquant Investment held 1,674 positions worth $944M, down 39% from $1.55B the previous quarter. Its ten largest holdings account for 8% of the portfolio.

Trexquant Investment withdrew a net $766M in Q4 2020, closing 700 positions and reducing 335 holdings. Its most notable exit was Carvana, an estimated $10.1M position sold in full.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 18% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Trexquant Investment opened a new position in ConocoPhillips worth $8.25M.

  • Trexquant Investment's largest Q4 2020 buy was ConocoPhillips: 206,379 shares worth $8.25M.
  • Trexquant Investment added most to Lam Research in Q4 2020, an estimated $6.12M increase.
  • Trexquant Investment's biggest Q4 2020 reduction was NIO, cutting an estimated $11.4M.
  • Trexquant Investment fully exited Carvana in Q4 2020, selling an estimated $10.1M.
  • Trexquant Investment's ten largest holdings make up 8% of its $944M portfolio in Q4 2020.
  • Trexquant Investment opened 525 new positions and closed 700 in Q4 2020.
  • Trexquant Investment's portfolio value fell 39% quarter-over-quarter to $944M.

Based on Trexquant Investment's 13F filing for Q4 2020, filed 11 Feb 2021.